Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47919.73 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46524.78 Kr¶

PnL: ---------------------------------------> -363.79 Kr¶

DD now: ---------------------------------> -1.46 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:14:14.368516'

Anic Portfolio¶

Today¶

Return: 0.014 %¶

This Week¶

Return: 0.014 %¶

Total¶

Return: 56.877 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.670000 2828.000000 192.000000 7.280000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.010000 599.280000 42.280000 7.590000 557.000004
Corem Property Group B 59 0.870000 618.910000 41.910000 7.260000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.310000 393.200000 38.200000 10.760000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.450000 708.400000 35.400000 5.260000 673.000000
Boozt 12 0.000000 1686.000000 32.000000 1.930000 1653.999996
SAAB B 8 -1.000000 3405.600000 28.600000 0.850000 3377.000000
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
OEM International B 7 1.150000 552.300000 24.300000 4.600000 527.999997
Intrum 4 1.830000 545.800000 18.800000 3.570000 527.000000
Eastnine 4 0.160000 509.600000 18.600000 3.790000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.720000 544.400000 12.400000 2.330000 532.000000
Securitas B 6 2.230000 576.600000 6.600000 1.160000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 1.790000 539.500000 5.500000 1.030000 533.999999
Swedbank A 3 0.110000 567.900000 3.900000 0.690000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.690000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Nordea Bank Abp 29 -0.020000 3448.100000 -5.900000 -0.170000 3453.999992
Essity B 2 -2.040000 565.600000 -8.400000 -1.460000 574.000000
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 3.470000 567.000000 -27.570000 -4.640000 594.565215
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
Vivesto 1368 -1.130000 550.210000 -62.790000 -10.240000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 -0.560000 1440.900000 -223.100000 -13.410000 1663.999992
Fasadgruppen Group 35 0.100000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 0.360000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46524.780000 -363.790000 -1.46034% 46888.564618

Updated:¶

'2023-01-23 14:14:27.016224'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶